Euro Bund Future March 2011
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
128.55 |
128.21 |
-0.34 |
-0.3% |
130.61 |
| High |
128.84 |
128.58 |
-0.26 |
-0.2% |
131.05 |
| Low |
128.00 |
128.04 |
0.04 |
0.0% |
129.13 |
| Close |
128.07 |
128.37 |
0.30 |
0.2% |
129.43 |
| Range |
0.84 |
0.54 |
-0.30 |
-35.7% |
1.92 |
| ATR |
0.80 |
0.78 |
-0.02 |
-2.3% |
0.00 |
| Volume |
6,580 |
5,310 |
-1,270 |
-19.3% |
12,479 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.95 |
129.70 |
128.67 |
|
| R3 |
129.41 |
129.16 |
128.52 |
|
| R2 |
128.87 |
128.87 |
128.47 |
|
| R1 |
128.62 |
128.62 |
128.42 |
128.75 |
| PP |
128.33 |
128.33 |
128.33 |
128.39 |
| S1 |
128.08 |
128.08 |
128.32 |
128.21 |
| S2 |
127.79 |
127.79 |
128.27 |
|
| S3 |
127.25 |
127.54 |
128.22 |
|
| S4 |
126.71 |
127.00 |
128.07 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.63 |
134.45 |
130.49 |
|
| R3 |
133.71 |
132.53 |
129.96 |
|
| R2 |
131.79 |
131.79 |
129.78 |
|
| R1 |
130.61 |
130.61 |
129.61 |
130.24 |
| PP |
129.87 |
129.87 |
129.87 |
129.69 |
| S1 |
128.69 |
128.69 |
129.25 |
128.32 |
| S2 |
127.95 |
127.95 |
129.08 |
|
| S3 |
126.03 |
126.77 |
128.90 |
|
| S4 |
124.11 |
124.85 |
128.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130.70 |
128.00 |
2.70 |
2.1% |
0.86 |
0.7% |
14% |
False |
False |
4,128 |
| 10 |
131.05 |
128.00 |
3.05 |
2.4% |
0.90 |
0.7% |
12% |
False |
False |
3,082 |
| 20 |
131.05 |
128.00 |
3.05 |
2.4% |
0.69 |
0.5% |
12% |
False |
False |
2,066 |
| 40 |
132.49 |
128.00 |
4.49 |
3.5% |
0.65 |
0.5% |
8% |
False |
False |
1,344 |
| 60 |
133.16 |
128.00 |
5.16 |
4.0% |
0.64 |
0.5% |
7% |
False |
False |
1,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.88 |
|
2.618 |
129.99 |
|
1.618 |
129.45 |
|
1.000 |
129.12 |
|
0.618 |
128.91 |
|
HIGH |
128.58 |
|
0.618 |
128.37 |
|
0.500 |
128.31 |
|
0.382 |
128.25 |
|
LOW |
128.04 |
|
0.618 |
127.71 |
|
1.000 |
127.50 |
|
1.618 |
127.17 |
|
2.618 |
126.63 |
|
4.250 |
125.75 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128.35 |
128.52 |
| PP |
128.33 |
128.47 |
| S1 |
128.31 |
128.42 |
|